Dow Jones Transportation Average AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.17% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 6.23 | |
| 0.0712 | 35.46 | |
| 0.9051 | 389.97 | |
| 0.6679 | 24.75 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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